New edge proposed: arnaud_legoux_ma_cross_with_atr_filter — E8 Intelligence Research

{ "name": "arnaud_legoux_ma_cross_with_atr_filter", "source": "Arnaud Legoux Moving Average (ALMA) - widely used in algorithmic trend following; crossovers documented in technical analysis literature", "type": "entry_engine", "rule": "Enter long when fast ALMA(10,6,0.85) crosses above slow ALMA(50,6,0.85) and current ATR(14) is below its 20-period median (low volatility expansion gate), with stop at recent 5-bar swing low; enter short on the mirror cross below with stop at recent 5-bar swing high.", "pseudocode": "if cross_up(fast_alma, slow_alma) and ATR14 < median(ATR14, 20):\n entry = close\n stop = min(low, 5)\n target = entry + 2 * (entry - stop)\nelif cross_down(fast_alma, slow_alma) and ATR14 < median(ATR14, 20):\n entry = close\n stop = max(high, 5)\n target = entry - 2 * (stop - entry)\nelse: no trade", "why_it_works": "ALMA reduces lag and noise better than SMA, and entering only during low volatility after a trend shift captures the start of a measure Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com